| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| macd | 0.986 | 0.34 | 39 | virtual |
| trend_follow | 0.615 | 0.23 | 81 | virtual |
| mean_reversion | 0.444 | 0.30 | 64 | virtual |
| bollinger | 0.067 | 0.06 | 63 | virtual |
| vwap | 0.063 | 0.06 | 111 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 6.2160 | 5.8910 | 5.23% | 66.65 | tp_hit | 09-10 12:54 |
| SHORT | 6.5250 | 6.2160 | 4.74% | 67.74 | tp_hit | 09-09 22:19 |
| LONG | 6.8440 | 7.1770 | 4.87% | 54.63 | tp_hit | 09-08 09:49 |
| LONG | 7.0230 | 7.0500 | 0.38% | 3.41 | tp_trail | 09-05 20:44 |
| LONG | 6.2090 | 6.2910 | 1.32% | 11.93 | time_stop | 09-05 06:29 |
| LONG | 5.8060 | 5.5950 | -3.63% | -41.70 | circuit_breaker | 09-01 18:49 |
| LONG | 5.0360 | 5.0630 | 0.54% | 4.22 | tp_trail | 08-31 14:04 |
| LONG | 5.3150 | 5.2490 | -1.24% | -14.10 | tp_trail | 08-30 22:29 |
| LONG | 4.4360 | 4.5750 | 3.13% | 35.12 | tp_hit | 08-29 16:39 |
| LONG | 4.5090 | 4.5180 | 0.20% | 1.36 | tp_trail | 08-28 15:49 |
| LONG | 4.2250 | 4.3990 | 4.12% | 53.13 | corr_derisk | 08-26 23:49 |
| LONG | 4.1920 | 4.2570 | 1.55% | 15.14 | tp_trail | 08-26 05:09 |
| LONG | 3.2460 | 3.3000 | 1.66% | 40.87 | tp_trail | 08-19 09:19 |
| SHORT | 3.3160 | 3.2830 | 1.00% | 24.68 | tp_trail | 08-17 07:39 |
| SHORT | 3.9440 | 4.0264 | -2.09% | -42.68 | sl_hit | 08-05 13:44 |
| SHORT | 4.1710 | 4.2554 | -2.02% | -43.02 | sl_hit | 08-02 07:29 |
| SHORT | 3.9750 | 3.9430 | 0.81% | 10.99 | tp_trail | 07-29 22:04 |
| SHORT | 3.7850 | 3.8636 | -2.08% | -44.99 | sl_hit | 07-23 06:14 |
| SHORT | 3.6170 | 3.7097 | -2.56% | -44.72 | sl_hit | 07-21 03:09 |
| SHORT | 3.5690 | 3.5200 | 1.37% | 24.44 | tp_trail | 07-18 16:19 |
| SHORT | 3.5850 | 3.6800 | -2.65% | -46.31 | sl_hit | 07-14 13:04 |
| LONG | 3.7210 | 3.7450 | 0.65% | 9.82 | tp_trail | 07-11 22:44 |
| SHORT | 3.6310 | 3.7051 | -2.04% | -47.99 | sl_hit | 07-11 13:49 |
| LONG | 3.6630 | 3.5326 | -3.56% | -49.12 | sl_hit | 07-10 15:09 |
| SHORT | 3.5520 | 3.6631 | -3.13% | -49.80 | sl_hit | 07-10 12:44 |
| SHORT | 3.4470 | 3.5461 | -2.88% | -50.48 | sl_hit | 07-10 08:24 |
| SHORT | 3.2230 | 3.1260 | 3.01% | 54.22 | tp_hit | 07-07 04:29 |
| LONG | 3.2580 | 3.2020 | -1.72% | -51.40 | sl_hit | 07-04 23:19 |
| SHORT | 3.2800 | 3.1790 | 3.08% | 56.22 | tp_hit | 07-04 01:14 |
| SHORT | 2.8860 | 2.9550 | -2.39% | -50.74 | circuit_breaker | 07-02 11:19 |
| SHORT | 2.8130 | 2.7770 | 1.28% | 27.51 | tp_trail | 07-01 14:04 |
| SHORT | 2.8290 | 2.8130 | 0.57% | 11.91 | tp_trail | 07-01 02:39 |
| SHORT | 2.9850 | 2.9800 | 0.17% | 1.24 | tp_trail | 06-29 13:19 |
| SHORT | 2.8260 | 2.8590 | -1.17% | -22.60 | tp_trail | 06-24 20:14 |
| SHORT | 2.8330 | 2.9167 | -2.96% | -53.45 | sl_hit | 06-23 14:19 |
| SHORT | 3.0990 | 3.0380 | 1.97% | 43.28 | tp_trail | 06-22 00:34 |
| SHORT | 3.0010 | 3.0744 | -2.45% | -54.45 | sl_hit | 06-21 15:39 |
| SHORT | 3.0070 | 3.0010 | 0.20% | 2.54 | circuit_breaker | 06-20 14:44 |
| SHORT | 3.0070 | 3.0070 | 0.00% | -1.71 | circuit_breaker | 06-20 14:39 |
| SHORT | 2.9570 | 3.0070 | -1.69% | -41.34 | circuit_breaker | 06-20 14:34 |
| SHORT | 2.9780 | 3.1393 | -5.42% | -53.87 | sl_hit | 06-16 17:24 |
| SHORT | 2.5980 | 2.6499 | -2.00% | -56.15 | sl_hit | 06-15 10:59 |
| SHORT | 2.5580 | 2.4810 | 3.01% | 108.34 | tp_hit | 06-14 14:59 |
| SHORT | 2.5590 | 2.5150 | 1.72% | 41.98 | tp_trail | 06-13 07:34 |
| SHORT | 2.5800 | 2.4600 | 4.65% | 97.32 | tp_hit | 06-09 01:14 |
| SHORT | 2.5740 | 2.5580 | 0.62% | 9.78 | tp_trail | 06-08 14:34 |
| SHORT | 2.5840 | 2.5740 | 0.39% | 5.79 | circuit_breaker | 06-07 22:29 |
| SHORT | 2.6080 | 2.5840 | 0.92% | 15.94 | circuit_breaker | 06-07 22:24 |
| SHORT | 2.6980 | 2.5700 | 4.74% | 55.23 | tp_hit | 06-05 03:04 |
| SHORT | 3.0070 | 2.9080 | 3.29% | 122.58 | tp_hit | 06-01 13:59 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 09-10 05:00 | L2 | weights | "{\"macd\": 0.302, \"vwap\": 0.074, \"bollinger\": 0.073, \"trend_follow\": 0.212, \"mean_reversion\": 0.338}" | "{\"macd\": 0.34, \"mean_reversion\": 0.305, \"bollinger\": 0.062, \"vwap\": 0.063, \"trend_follow\": 0.23}" | applied | auto-fitness (virtual, α=0.25) |
| 09-07 05:00 | L2 | weights | "{\"macd\": 0.271, \"vwap\": 0.085, \"bollinger\": 0.079, \"trend_follow\": 0.191, \"mean_reversion\": 0.375}" | "{\"macd\": 0.302, \"mean_reversion\": 0.338, \"bollinger\": 0.073, \"vwap\": 0.074, \"trend_follow\": 0.212}" | applied | auto-fitness (virtual, α=0.25) |
| 09-06 05:00 | L2 | weights | "{\"macd\": 0.212, \"vwap\": 0.104, \"bollinger\": 0.097, \"trend_follow\": 0.157, \"mean_reversion\": 0.429}" | "{\"macd\": 0.271, \"mean_reversion\": 0.375, \"bollinger\": 0.079, \"vwap\": 0.085, \"trend_follow\": 0.191}" | applied | auto-fitness (virtual, α=0.25) |
| 08-31 05:00 | L2 | weights | "{\"macd\": 0.172, \"vwap\": 0.112, \"bollinger\": 0.109, \"trend_follow\": 0.151, \"mean_reversion\": 0.456}" | "{\"macd\": 0.212, \"mean_reversion\": 0.429, \"bollinger\": 0.097, \"vwap\": 0.104, \"trend_follow\": 0.157}" | applied | auto-fitness (virtual, α=0.25) |
| 08-28 05:00 | L2 | weights | "{\"macd\": 0.133, \"vwap\": 0.121, \"bollinger\": 0.13, \"trend_follow\": 0.145, \"mean_reversion\": 0.471}" | "{\"macd\": 0.172, \"mean_reversion\": 0.456, \"bollinger\": 0.109, \"vwap\": 0.112, \"trend_follow\": 0.151}" | applied | auto-fitness (virtual, α=0.25) |
| 08-24 05:00 | L2 | weights | "{\"macd\": 0.092, \"vwap\": 0.132, \"bollinger\": 0.149, \"trend_follow\": 0.119, \"mean_reversion\": 0.507}" | "{\"macd\": 0.133, \"mean_reversion\": 0.471, \"bollinger\": 0.13, \"vwap\": 0.121, \"trend_follow\": 0.145}" | applied | auto-fitness (virtual, α=0.25) |
| 08-23 05:00 | L2 | weights | "{\"macd\": 0.031, \"vwap\": 0.148, \"bollinger\": 0.185, \"trend_follow\": 0.105, \"mean_reversion\": 0.53}" | "{\"macd\": 0.092, \"mean_reversion\": 0.507, \"bollinger\": 0.149, \"vwap\": 0.132, \"trend_follow\": 0.119}" | applied | auto-fitness (virtual, α=0.25) |
| 08-22 05:00 | L2 | weights | "{\"macd\": 0.017, \"vwap\": 0.198, \"bollinger\": 0.229, \"trend_follow\": 0.087, \"mean_reversion\": 0.47}" | "{\"macd\": 0.031, \"mean_reversion\": 0.53, \"bollinger\": 0.185, \"vwap\": 0.148, \"trend_follow\": 0.105}" | applied | auto-fitness (virtual, α=0.25) |